+1,052.6%
RRX vs IAG
+377.5%
+675.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +3.4% | -0.5% | +4.0% | +3.5% |
| 30D | -11.1% | +28.9% | -40.0% | -13.2% |
| 3M | -23.7% | +19.1% | -42.9% | -25.2% |
| 6M | -22.0% | -10.3% | -11.7% | -21.7% |
| YTD | +16.5% | +24.2% | -7.7% | +13.2% |
| 1Y | +11.5% | +116.5% | -105.0% | +3.2% |
| 3Y | +1.5% | +742.8% | -741.3% | -18.1% |
| 5Y | +18.3% | +753.3% | -735.1% | -7.9% |
| 10Y | +209.8% | +403.2% | -193.4% | +135.9% |
| All | +1,052.6% | +377.5% | +675.1% | +729.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling